+142.2%
VXUS vs CL
+78.1%
+64.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +0.5% | +2.6% | -2.1% | -0.2% |
| 30D | -2.5% | +11.8% | -14.3% | -5.5% |
| 3M | -4.6% | +5.9% | -10.5% | -6.3% |
| 6M | -2.6% | +13.3% | -16.0% | -6.5% |
| YTD | +10.4% | +27.1% | -16.7% | +2.2% |
| 1Y | +12.9% | +28.0% | -15.1% | +4.2% |
| 3Y | +68.4% | +39.4% | +29.0% | +48.3% |
| 5Y | +47.7% | +40.8% | +6.9% | +28.3% |
| 10Y | +142.2% | +84.9% | +57.4% | +91.6% |
| All | +142.2% | +78.1% | +64.1% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling